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Publications

2007
Campbell JY, Nosbusch Y. Appendix for "Intergenerational Risksharing and Equilibrium Asset Prices". Journal of Monetary Economics. 2007. PDF
2006
Campbell JY, Yogo M. Implementing the Econometric Methods in 'Efficient Tests of Stock Return Predictability', Appendix for "Efficient Tests of Stock Return Predictability". Journal of Financial Economics. 2006. PDF
Campbell JY. Household Finance, Presidential Address to the American Finance Association. Journal of Finance. 2006;LXI (4) :1553-1604. PDF
2005
Campbell JY, Viceira LM. The Term Structure of the Risk-Return Tradeoff. Financial Analysts Journal. 2005;61 (1) :34-44. Paper PDF Appendix PDF
2004
Campbell JY, Vuolteenaho T. Bad Beta, Good Beta. American Economic Review. 2004;94 (5) :1249-1275. Publisher's Version Paper PDF Appendix PDF
2003
Campbell JY, Chan YL, Viceira LM. Appendix for "A Multivariate Model of Strategic Asset Allocation". Journal of Financial Economics. 2003. PDF
Campbell JY, Cocco JF. Household Risk Management and Optimal Mortgage Choice. Quarterly Journal of Economics. 2003;118 (4) :1449-1494. PDF
Campbell JY, Taksler GB. Equity Volatility and Corporate Bond Yields. Journal of Finance. 2003;LVIII (6) :2321-2350. PDF
2002
Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
Campbell JY, Viceira LM. Strategic Asset Allocation: Portfolio Choice for Long-Term Investors. Oxford University Press; 2002. Publisher's Version Appendix PDF
2001
Campbell JY, Lettau M, Malkiel B, Xu Y. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk. Journal of Finance. 2001;56 (1) :1-43. PDF
Campbell JY, Viceira LM. Appendix for "Who Should Buy Long-Term Bonds?". American Economic Review. 2001. PDF
2000
Risk Aspects of Investment-Based Social Security Reform
Campbell JY, Feldstein M. Risk Aspects of Investment-Based Social Security Reform. U.S. : University of Chicago Press; 2000. Publisher's Version
Campbell JY. Asset Pricing at the Millennium. Journal of Finance. 2000;LV (4) :1515-1567. PDF
Campbell JY, Cochrane JH. Explaining the Poor Performance of Consumption-based Asset Pricing Models. Journal of Finance. 2000;LV (6) :2863-2878. PDF
1999
Campbell JY, Cochrane JH. By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior. Journal of Political Economy. 1999;107 :205-251. Paper PDF (Updated May 1998) Appendix PDF
Campbell JY. Data Appendix for "Asset Prices, Consumption, and the Business Cycle" Taylor J, Woodford M. Handbook of Macroeconomics. 1999. PDF
Campbell JY, Viceira LM. Consumption and Portfolio Decisions When Expected Returns Are Time Varying. Quarterly Journal of Economics. 1999;114 (2) :433-495. PDF
1997
The Econometrics of Financial Markets
Campbell JY, Lo AW, MacKinlay AC. The Econometrics of Financial Markets. Princeton, NJ: Princeton University Press; 1997. Publisher's Version Solution Manual PDF
1995
Campbell JY. Some Lessons from the Yield Curve. Journal of Economic Perspectives. 1995;9 (3) :129-152. PDF
1993
Campbell JY, Grossman SJ, Wang J. Trading Volume and Serial Correlation in Stock Returns. Quarterly Journal of Economics. 1993;108 (4) :905-939. PDF

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